Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
0 | 1 | 7.746 | 0 |
1 | 0.850261 | 6.5861 | 0 |
2 | 0.637862 | 4.9409 | 3e-06 |
3 | 0.469057 | 3.6333 | 0.000291 |
4 | 0.355417 | 2.753 | 0.0039 |
5 | 0.311911 | 2.416 | 0.009375 |
6 | 0.263375 | 2.0401 | 0.022875 |
7 | 0.174992 | 1.3555 | 0.090172 |
8 | 0.0721 | 0.5585 | 0.289296 |
9 | 0.049705 | 0.385 | 0.350794 |
10 | 0.137555 | 1.0655 | 0.145461 |
11 | 0.26074 | 2.0197 | 0.023944 |
12 | 0.33619 | 2.6041 | 0.005797 |
13 | 0.234403 | 1.8157 | 0.037209 |
14 | 0.073657 | 0.5705 | 0.28522 |
15 | -0.054099 | -0.4191 | 0.661662 |
16 | -0.131279 | -1.0169 | 0.843355 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
0 | 0.850261 | 6.5861 | 0 |
1 | -0.307091 | -2.3787 | 0.989714 |
2 | 0.084743 | 0.6564 | 0.257034 |
3 | 0.023354 | 0.1809 | 0.428529 |
4 | 0.141454 | 1.0957 | 0.138794 |
5 | -0.137474 | -1.0649 | 0.854399 |
6 | -0.10849 | -0.8404 | 0.797979 |
7 | -0.0557 | -0.4315 | 0.666157 |
8 | 0.267272 | 2.0703 | 0.021369 |
9 | 0.245186 | 1.8992 | 0.031174 |
10 | 0.076278 | 0.5909 | 0.27842 |
11 | -0.070086 | -0.5429 | 0.705389 |
12 | -0.521642 | -4.0406 | 0.999923 |
13 | -0.003709 | -0.0287 | 0.511412 |
14 | -0.057119 | -0.4424 | 0.670119 |
15 | 0.025275 | 0.1958 | 0.422723 |
16 | -0.060081 | -0.4654 | 0.678331 |